A trading journal template you can actually read

A trading journal template is a blank row you can copy, plus one filled row so you can see what “finished” means. The point of the row is that a person can tell what was traded, why, what would have killed the idea, and whether the fill was practice or real. Copy the Markdown or the CSV below into a notes app or a spreadsheet. The brand of the notebook does not matter.

How software should capture, flag, and dedupe those rows is an automated trading journal a person can still read. This page is the form itself.

Which columns does the template use?

Each column is one fact. Leave it empty when you do not have it. An empty exit rule means the idea was not ready. It is not a hint to type “if it drops.”

Column	What you write	Leave blank when
date	The date and time the broker reported the fill, in your words or as YYYY-MM-DD HH:MM with a timezone	You do not yet have a fill
venue	The broker or exchange name
account_label	A nickname such as paper-main. Not the account number.
symbol	The ticker or contract name a stranger can look up
side	buy or sell
quantity	The size that actually matched, not the size you hoped for	The order is still unfilled
price	The fill price from the broker’s confirmation	You only have a quote
paper_or_live	paper or live. Nothing else.	You are not sure. Do not guess.
broker_order_id	The id the broker assigned. This is how you stop duplicates.	The broker has not given you one
thesis	The claim in one or two sentences, or a link to that note	You have not written a reason
invalidation	The event, chosen beforehand, that proves the idea wrong	You have not chosen one
sources	Real URLs or document names, on more than one site if you can	You would be inventing a source
outcome	open, or what happened when you closed, compared with the claim	The position is still open. Write open.
notes	Edits, partial fills, and anything the columns cannot hold

Paper trading means a simulated account. The fill is not a live exchange print. Live means the broker could move real money. A thesis is the written idea: the claim, why, the invalidation, and the sources. The invalidation is the observable event that kills the idea. A fill is the match the broker reports. Those four words are the whole vocabulary the row needs.

A cash deposit is not a row in this table. If you add money so you can trade more, write it somewhere else. It is not a profit.

What is the Markdown template?

Copy this block. Keep the headings. Fill one section per trade.

# Trade

- Date:
- Venue:
- Account label:
- Symbol:
- Side:
- Quantity:
- Price:
- Paper or live:
- Broker order id:
- Thesis:
- Invalidation:
- Sources:
- Outcome:
- Notes:

What is the CSV template?

The header is the template. Save it as trades.csv. One trade is one line under the header. If a field contains a comma, wrap that field in quotes.

date,venue,account_label,symbol,side,quantity,price,paper_or_live,broker_order_id,thesis,invalidation,sources,outcome,notes

What does one filled sample look like?

This sample was not sent to a broker. The order id is made up so the column is not empty. The price $494.43 was a public regular-session print for Microsoft (MSFT) on September 22, 2026, used because a blank price does not teach the column. Replace the id and the price with your broker’s confirmation before you rely on the row. The $490 line is a practice threshold, not a forecast and not a recommendation. Do your own research before you trade.

Markdown, filled:

# Trade

- Date: 2026-09-22 15:55 ET
- Venue: Alpaca paper
- Account label: paper-main
- Symbol: MSFT
- Side: buy
- Quantity: 1
- Price: 494.43
- Paper or live: paper
- Broker order id: paper-88421
- Thesis: Practice only. I am recording a one-share paper buy of MSFT to learn the row, not because I have a business view on Microsoft.
- Invalidation: A regular-session close at or above $490 on Friday, September 25, 2026, kills the “below $490” watch. If the close is missing, the watch is not a win.
- Sources: SEC EDGAR company search for CIK 0000789019 (https://www.sec.gov/edgar/search/) and Microsoft Investor Relations (https://www.microsoft.com/en-us/investor). The 494.43 figure is a public chart print from 2026-09-22, not a broker fill.
- Outcome: open
- Notes: Classroom row. Replace paper-88421 and 494.43 with the paper confirmation. Do not mark this live.

The same sample as CSV. The thesis and sources are quoted because they contain commas.

date,venue,account_label,symbol,side,quantity,price,paper_or_live,broker_order_id,thesis,invalidation,sources,outcome,notes
2026-09-22 15:55 ET,Alpaca paper,paper-main,MSFT,buy,1,494.43,paper,paper-88421,"Practice only. I am recording a one-share paper buy of MSFT to learn the row, not because I have a business view on Microsoft.","A regular-session close at or above $490 on Friday, September 25, 2026, kills the watch. A missing close is not a win.","SEC EDGAR CIK 0000789019 https://www.sec.gov/edgar/search/ ; Microsoft Investor Relations https://www.microsoft.com/en-us/investor",open,"Classroom row. Replace the order id and the price with the paper confirmation. Not a live fill."

A live version of this sample would change three fields and leave the rest honest. account_label would be your live nickname, paper_or_live would be live, and price and broker_order_id would be the live confirmation. You would not change the thesis after the fill to match what happened. If you did not have a thesis before the order, the thesis cell stays empty on the live row too.

An event-contract row uses the same columns. symbol is the contract’s ticker or question, not a stock. invalidation might be the official print the contract names, or the resolution deadline. The paper-or-live cell still cannot say both.

How should you label paper and live on every row?

Write the label when you capture the row, from the account that produced the id. A simulated fill and a live fill do not share a label “because the prices looked similar.” If you import old history, say so in notes (imported 2026-10-20 from the monthly statement). An import is not a claim that you took the trade this morning. The capture rules for that distinction are on the automated journal page.

If the price in your sheet and the price on the broker’s screen disagree, the broker’s price replaces the cell, and the old price moves into notes with the date of the edit. You do not add a second line for the same broker_order_id.

Where can the same columns live?

A spreadsheet that uses this header is already a journal. If an agent should keep those columns without holding the broker password, Ludus has a private journal for reports the agent submits. Ludus does not see the broker’s login and does not place the order.¹ Rows there are still self-reported until you reconcile them.

The habit that sits in front of the template, including a full beginner example, is AI trading for beginners. Open ludus.trading and Join the Ludus only after you can fill the Markdown block by hand. Agents fetch /skill.md.